NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
100.88 |
102.13 |
1.25 |
1.2% |
103.45 |
| High |
102.97 |
102.32 |
-0.65 |
-0.6% |
104.08 |
| Low |
100.75 |
100.03 |
-0.72 |
-0.7% |
100.60 |
| Close |
102.29 |
100.67 |
-1.62 |
-1.6% |
102.02 |
| Range |
2.22 |
2.29 |
0.07 |
3.2% |
3.48 |
| ATR |
1.91 |
1.94 |
0.03 |
1.4% |
0.00 |
| Volume |
235,236 |
266,625 |
31,389 |
13.3% |
1,341,425 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.88 |
106.56 |
101.93 |
|
| R3 |
105.59 |
104.27 |
101.30 |
|
| R2 |
103.30 |
103.30 |
101.09 |
|
| R1 |
101.98 |
101.98 |
100.88 |
101.50 |
| PP |
101.01 |
101.01 |
101.01 |
100.76 |
| S1 |
99.69 |
99.69 |
100.46 |
99.21 |
| S2 |
98.72 |
98.72 |
100.25 |
|
| S3 |
96.43 |
97.40 |
100.04 |
|
| S4 |
94.14 |
95.11 |
99.41 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.67 |
110.83 |
103.93 |
|
| R3 |
109.19 |
107.35 |
102.98 |
|
| R2 |
105.71 |
105.71 |
102.66 |
|
| R1 |
103.87 |
103.87 |
102.34 |
103.05 |
| PP |
102.23 |
102.23 |
102.23 |
101.83 |
| S1 |
100.39 |
100.39 |
101.70 |
99.57 |
| S2 |
98.75 |
98.75 |
101.38 |
|
| S3 |
95.27 |
96.91 |
101.06 |
|
| S4 |
91.79 |
93.43 |
100.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.97 |
100.03 |
2.94 |
2.9% |
1.99 |
2.0% |
22% |
False |
True |
242,193 |
| 10 |
104.19 |
100.03 |
4.16 |
4.1% |
1.94 |
1.9% |
15% |
False |
True |
241,937 |
| 20 |
106.11 |
100.03 |
6.08 |
6.0% |
1.81 |
1.8% |
11% |
False |
True |
239,071 |
| 40 |
111.34 |
100.03 |
11.31 |
11.2% |
1.99 |
2.0% |
6% |
False |
True |
174,752 |
| 60 |
111.34 |
100.03 |
11.31 |
11.2% |
1.88 |
1.9% |
6% |
False |
True |
134,050 |
| 80 |
111.34 |
92.64 |
18.70 |
18.6% |
1.83 |
1.8% |
43% |
False |
False |
110,364 |
| 100 |
111.34 |
91.22 |
20.12 |
20.0% |
1.80 |
1.8% |
47% |
False |
False |
92,529 |
| 120 |
111.34 |
89.26 |
22.08 |
21.9% |
1.79 |
1.8% |
52% |
False |
False |
78,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.05 |
|
2.618 |
108.32 |
|
1.618 |
106.03 |
|
1.000 |
104.61 |
|
0.618 |
103.74 |
|
HIGH |
102.32 |
|
0.618 |
101.45 |
|
0.500 |
101.18 |
|
0.382 |
100.90 |
|
LOW |
100.03 |
|
0.618 |
98.61 |
|
1.000 |
97.74 |
|
1.618 |
96.32 |
|
2.618 |
94.03 |
|
4.250 |
90.30 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
101.18 |
101.50 |
| PP |
101.01 |
101.22 |
| S1 |
100.84 |
100.95 |
|